Hao Wang

Shenzhen University College of Electronics and Information Engineering

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Scholarly Papers (2)

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1.

L0-Norm Based Short-Term Sparse Portfolio Optimization Algorithm Based on Alternating Direction Method of Multipliers

Number of pages: 23 Posted: 20 May 2022
Hao Wang, Wanying Zhang, Yuxin He and Wenming Cao
Shenzhen University College of Electronics and Information Engineering, affiliation not provided to SSRN, Shenzhen Technology University and Shenzhen University
Downloads 101 (448,323)
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Sparse Portfolio, l0-norm, Alternating Direction Method of Multipliers, Convergence Analysis

2.

Two Analog Neural Models with the Controllability on Number of Assets for Sparse Portfolio Design

Number of pages: 17 Posted: 10 Nov 2022
Hao Wang, Chi-Sing Leung, Hau-Ping Chan, Anthony Constantinides and Wenming Cao
Shenzhen University College of Electronics and Information Engineering, City University of Hong Kong (CityU) - Department of Electrical Engineering, City University of Hong Kong (CityU) - Department of Electrical Engineering, Imperial College London and City University of Hong Kong (CityU) - Department of Electrical Engineering
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Convergence analysis, Analog Neural Network, Stability